The study looked at how children and young adults performed
cognitive tasks while walking on a treadmill versus sitting.
During each session, participants were given seven minutes to get
comfortable walking on the treadmill. Then they performed a
series of tasks, labeled "N-back" tasks, that involved memory
recall and a "series of 26 digits from 1 to 9 presented via
loudspeakers. All responses were noted by the experimenter and
later scored as correct or false alarms."

They researchers found that:

"Participants in both age groups improved their cognitive
performance when walking at their preferred speed as
opposed to sitting or walking at a fixed, non-preferred
speed. We conclude that the interaction of walking
and cognitive performance is influenced by sharing resources
between two tasks, and that performance improvements in
cognition may be caused by an exercise-induced activation of
resources."

This supports the theory for "dual-tasking," when done on your
own terms.